NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	80.45	82.24	1.79	2.2%	84.87
High	82.35	82.75	0.40	0.5%	85.77
Low	80.45	80.59	0.14	0.2%	80.06
Close	81.85	81.51	-0.34	-0.4%	81.51
Range	1.90	2.16	0.26	13.7%	5.71
ATR	2.05	2.06	0.01	0.4%	0.00
Volume	110,863	29,612	-81,251	-73.3%	1,108,120

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.10	86.96	82.70
R3	85.94	84.80	82.10
R2	83.78	83.78	81.91
R1	82.64	82.64	81.71	82.13
PP	81.62	81.62	81.62	81.36
S1	80.48	80.48	81.31	79.97
S2	79.46	79.46	81.11
S3	77.30	78.32	80.92
S4	75.14	76.16	80.32

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.58	96.25	84.65
R3	93.87	90.54	83.08
R2	88.16	88.16	82.56
R1	84.83	84.83	82.03	83.64
PP	82.45	82.45	82.45	81.85
S1	79.12	79.12	80.99	77.93
S2	76.74	76.74	80.46
S3	71.03	73.41	79.94
S4	65.32	67.70	78.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.77	80.06	5.71	7.0%	2.13	2.6%	25%	False	False	221,624
10	88.63	80.06	8.57	10.5%	2.08	2.6%	17%	False	False	290,031
20	88.63	80.06	8.57	10.5%	1.90	2.3%	17%	False	False	294,805
40	88.63	76.51	12.12	14.9%	2.05	2.5%	41%	False	False	261,429
60	88.63	74.51	14.12	17.3%	2.02	2.5%	50%	False	False	218,469
80	88.63	72.35	16.28	20.0%	1.98	2.4%	56%	False	False	180,224
100	88.63	72.35	16.28	20.0%	2.01	2.5%	56%	False	False	152,303
120	88.63	72.35	16.28	20.0%	2.04	2.5%	56%	False	False	134,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.93
2.618	88.40
1.618	86.24
1.000	84.91
0.618	84.08
HIGH	82.75
0.618	81.92
0.500	81.67
0.382	81.42
LOW	80.59
0.618	79.26
1.000	78.43
1.618	77.10
2.618	74.94
4.250	71.41

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	81.67	81.48
PP	81.62	81.44
S1	81.56	81.41

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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